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Buffet 80/20
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BSV 20%VOO 80%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market
20%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Buffet 80/20, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.44%
9.23%
Buffet 80/20
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Dec 24, 2024, the Buffet 80/20 returned 21.95% Year-To-Date and 10.95% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
Buffet 80/2021.95%0.25%8.44%22.34%12.29%10.95%
VOO
Vanguard S&P 500 ETF
26.92%0.27%9.97%27.36%14.84%13.12%
BSV
Vanguard Short-Term Bond ETF
3.39%0.17%2.38%3.58%1.24%1.60%
*Annualized

Monthly Returns

The table below presents the monthly returns of Buffet 80/20, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.34%4.04%2.74%-3.35%4.18%2.99%1.23%2.13%1.92%-0.97%4.81%21.95%
20235.28%-2.25%3.35%1.35%0.29%5.12%2.71%-1.27%-3.90%-1.73%7.66%4.01%21.87%
2022-4.40%-2.47%2.58%-7.21%0.37%-6.69%7.55%-3.61%-7.77%6.43%4.73%-4.68%-15.56%
2021-0.83%2.13%3.64%4.29%0.58%1.79%2.03%2.36%-3.82%5.51%-0.61%3.66%22.38%
20200.15%-6.28%-9.71%10.35%3.96%1.54%4.79%5.64%-3.09%-2.07%8.77%3.08%16.29%
20196.47%2.66%1.74%3.26%-4.95%5.70%1.18%-1.09%1.52%1.83%2.90%2.44%25.80%
20184.37%-3.07%-1.93%0.23%2.01%0.62%2.86%2.67%0.44%-5.46%1.56%-6.77%-3.08%
20171.48%3.14%0.13%0.92%1.17%0.49%1.72%0.30%1.58%1.86%2.41%1.04%17.45%
2016-3.76%-0.10%5.51%0.30%1.36%0.46%2.99%0.05%0.05%-1.49%2.77%1.69%9.96%
2015-2.10%4.32%-1.17%0.79%1.02%-1.59%1.77%-4.95%-1.82%6.77%0.29%-1.43%1.39%
2014-2.72%3.66%0.64%0.63%1.92%1.67%-1.15%3.24%-1.14%2.00%2.27%-0.27%11.08%
20134.14%1.12%2.93%1.73%1.76%-1.32%4.32%-2.54%2.82%3.63%2.45%2.04%25.44%

Expense Ratio

Buffet 80/20 has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, Buffet 80/20 is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Buffet 80/20 is 8181
Overall Rank
The Sharpe Ratio Rank of Buffet 80/20 is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of Buffet 80/20 is 8080
Sortino Ratio Rank
The Omega Ratio Rank of Buffet 80/20 is 8383
Omega Ratio Rank
The Calmar Ratio Rank of Buffet 80/20 is 7878
Calmar Ratio Rank
The Martin Ratio Rank of Buffet 80/20 is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for Buffet 80/20, currently valued at 2.25, compared to the broader market-6.00-4.00-2.000.002.004.002.252.07
The chart of Sortino ratio for Buffet 80/20, currently valued at 3.05, compared to the broader market-6.00-4.00-2.000.002.004.006.003.052.76
The chart of Omega ratio for Buffet 80/20, currently valued at 1.43, compared to the broader market0.400.600.801.001.201.401.601.801.431.39
The chart of Calmar ratio for Buffet 80/20, currently valued at 3.47, compared to the broader market0.002.004.006.008.0010.0012.003.473.05
The chart of Martin ratio for Buffet 80/20, currently valued at 14.97, compared to the broader market0.0010.0020.0030.0040.0050.0014.9713.27
Buffet 80/20
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.222.951.423.2714.57
BSV
Vanguard Short-Term Bond ETF
1.522.231.281.295.38

The current Buffet 80/20 Sharpe ratio is 2.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Buffet 80/20 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.25
2.07
Buffet 80/20
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buffet 80/20 provided a 1.59% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.59%1.66%1.65%1.29%1.59%1.96%2.05%1.75%1.91%1.96%1.77%1.77%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BSV
Vanguard Short-Term Bond ETF
3.07%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.56%
-1.91%
Buffet 80/20
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buffet 80/20. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Buffet 80/20 was 27.44%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Buffet 80/20 drawdown is 1.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.44%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-21.04%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-15.35%Sep 21, 201865Dec 24, 201867Apr 2, 2019132
-14.89%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-10.09%Nov 4, 201568Feb 11, 201642Apr 13, 2016110

Volatility

Volatility Chart

The current Buffet 80/20 volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.12%
3.82%
Buffet 80/20
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BSVVOO
BSV1.00-0.10
VOO-0.101.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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